my journal 2

[Yamato]

more on evolution

The mother ****ing children (not me) copy and repeat what they are told:

This is a good series:

This last series is interesting in that it insists on the fact that we share 99% of our DNA with chimps, and it says how can we be so different and so much more advanced due to such a little difference?

The difference is not all within cultural evolution of course.

It's a biological one as well. If you can't talk, you can't talk. But then we have dumb and deaf who can be as intelligent as us, so I guess this is not a good point.

So it's just that the brain is different. How about that? It's smaller. So this is a good enough explanation.

There it is:
http://en.wikipedia.org/wiki/Chimpanzee#Anatomy_and_physiology

The brain of a chimpanzee is about half the size of the human brain.

Hey, this is amazing. I was wrong about the talking and understanding:
http://en.wikipedia.org/wiki/Kanzi

This is also interesting, even though it's not a chimp:

Koko, this is really good, a complete movie actually:

 

[JahDave]

Hey Travis,

I bought this book titled "How to Practice" about three months ago written by the Dalai Lamma. I will never be Buddhist, but it has impacted my way of thinking in a very positive way and I think you would really like it.

 

[Yamato]

Hmm, thanks for the tip. I am atheist at the moment. I might look into it if I quit my job and find more free time.

 

[JahDave]

You don't have to believe in a god to believe or understand Buddhism.

 

[Yamato]

Oh, yeah? Sorry for my ignorance. I thought it was a religion.

http://en.wikipedia.org/wiki/Buddhism

Buddhism is a religion and philosophy encompassing a variety of traditions, beliefs and practices, largely based on teachings attributed to Siddhartha Gautama, commonly known as the Buddha (Pāli/Sanskrit "the awakened one"), and is classified as an Indian religion. The Buddha lived and taught in the northeastern Indian subcontinent sometime between the 6th and 4th centuries BCE.[2] He is recognized by adherents as an awakened teacher who shared his insights to help sentient beings end suffering (or dukkha), achieve nirvana, and escape what is seen as a cycle of suffering and rebirth...

Ok, I might look into it, even though "rebirth" doesn't sound right to me. Something like that doesn't appeal to me. I am quite rational and scientific in my beliefs.

 

[Yamato]

moving average on excel: part 3

Resuming from here:
http://www.trade2win.com/boards/trading-journals/85510-my-journal-2-a-72.html#post1111388

Ok, done. I've copied the whole thing on the paper trading excel workbook, and tomorrow I'll see if it all works out perfectly.

Here's the final code for 9 moving averages.

To explain it out loud to myself, here's what happens.

Private Declare Function...
It uses a function unknown to excel so that it has to call it up from somewhere within windows (excuse my ignorance, I just learned it's called "Windows API"). See here regarding this function:
http://vmd.myxomop.com/apires/ref/s/settimer.html
http://en.wikipedia.org/wiki/Windows_API
http://en.wikipedia.org/wiki/Subroutine

Once the SetTimer function is called (via "private declare function..."), it is used immediately in the first subroutine, "mav", which is actually triggered by a Workbook_Open() subroutine, which I didn't list here because it is simple and it is contained by ThisWorkbook, whereas all the code below is within a module inside the "modules" section (vba menu within excel).


Sub mav()...
In Sub "mav" I do 2 things:

1) I set all cells in my future x-minute price prints to the present price, because in case I need that average sooner than it will be ready, at least it will only be affected by the price at which it was started and not by values of zero or values from previous days

2) I start the timer, telling it to run every x milliseconds (I will need to set it to 5 minutes, I'll do that next)


Sub myroutine()...
Finally here at the last subroutine. This one gets executed every x seconds/minutes as decided by the previous subroutine. Here I do two things:

1) I copy each value of the column to the row above, so everything moves higher by one row, and I keep a record of the previously recorded prices

2) I print the present price (at the time the subroutine is executed) on the last and 500th row of the column. It will be later copied one cell higher and that cell will be available again.

Private Declare Function SetTimer Lib "User32" _
                                  (ByVal hWnd As Long, ByVal nIDEvent As Long, ByVal uElapse As Long, ByVal lpTimerFunc As Long) As Long


Sub mav()
    For i = 1 To 500
        ma.Cells(i, 1) = Sheet1.Cells(12, 20)
        ma.Cells(i, 2) = Sheet1.Cells(13, 20)
        ma.Cells(i, 3) = Sheet1.Cells(14, 20)
        ma.Cells(i, 4) = Sheet1.Cells(15, 20)
        ma.Cells(i, 5) = Sheet1.Cells(16, 20)
        ma.Cells(i, 6) = Sheet1.Cells(17, 20)
        ma.Cells(i, 7) = Sheet1.Cells(18, 20)
        ma.Cells(i, 8) = Sheet1.Cells(19, 20)
        ma.Cells(i, 9) = Sheet1.Cells(20, 20)
    Next
    TimerID = SetTimer(0, 0, 15000, AddressOf myroutine)
End Sub


Sub myroutine()
    On Error Resume Next
    For i = 1 To 499
        ma.Cells(i, 1) = ma.Cells(i + 1, 1)
        ma.Cells(i, 2) = ma.Cells(i + 1, 2)
        ma.Cells(i, 3) = ma.Cells(i + 1, 3)
        ma.Cells(i, 4) = ma.Cells(i + 1, 4)
        ma.Cells(i, 5) = ma.Cells(i + 1, 5)
        ma.Cells(i, 6) = ma.Cells(i + 1, 6)
        ma.Cells(i, 7) = ma.Cells(i + 1, 7)
        ma.Cells(i, 8) = ma.Cells(i + 1, 8)
        ma.Cells(i, 9) = ma.Cells(i + 1, 9)
    Next
    ma.Cells(500, 1) = Sheet1.Cells(12, 20)
    ma.Cells(500, 2) = Sheet1.Cells(13, 20)
    ma.Cells(500, 3) = Sheet1.Cells(14, 20)
    ma.Cells(500, 4) = Sheet1.Cells(15, 20)
    ma.Cells(500, 5) = Sheet1.Cells(16, 20)
    ma.Cells(500, 6) = Sheet1.Cells(17, 20)
    ma.Cells(500, 7) = Sheet1.Cells(18, 20)
    ma.Cells(500, 8) = Sheet1.Cells(19, 20)
    ma.Cells(500, 9) = Sheet1.Cells(20, 20)
End Sub

 

[Yamato]

more on evolution

In my quest to understand better where we come from and where we are going, and what kind of hominids are my neighbours, right now I am at this stage:
http://en.wikipedia.org/wiki/Sedentarization

I am curious to know how we evolved into what we are right now, at least into what I am, because my neighbours are something else. I want to know exactly the early stages of cultural evolution of homo sapiens. Stone age and stuff like that.

Here's some links in random order (as I read from them):
http://en.wikipedia.org/wiki/Timeline_of_human_evolution
http://en.wikipedia.org/wiki/Earth_population#Population_growth_tables

http://en.wikipedia.org/wiki/Toba_eruption

I was reading about population, and then checked out population near the north and south poles, and found about these guys:
http://en.wikipedia.org/wiki/Yaghan
http://en.wikipedia.org/wiki/Yaghan_language
(one yaghan speaker left!)

Anyway, getting back to my neighbours and human evolution, here's some key links:
http://en.wikipedia.org/wiki/Evolution_of_human_intelligence
http://en.wikipedia.org/wiki/Human_evolution
http://en.wikipedia.org/wiki/Timeline_of_historic_inventions

When was the bow invented? 60k years ago.

When was writing invented? About 8k years ago:
http://en.wikipedia.org/wiki/History_of_writing#Recorded_history

Which brings us here:
http://en.wikipedia.org/wiki/Prehistory

Anyway, cultural evolution began much earlier than anatomically modern humans, but not much earlier. Most of the progress was made by homo sapiens:

The early part of the Paleolithic is called the Lower Paleolithic, which predates Homo sapiens, beginning with Homo habilis (and related species) and with the earliest stone tools, dated to around 2.5 million years ago.

What is also true however is that with homo sapiens everything went much faster. Would it have gone as fast with other species of hominids? We don't know, as Neanderthals and Florensiensis died out 25k and 12k years ago:
http://en.wikipedia.org/wiki/Timeline_of_human_evolution

The patterns seems to be, even in the last few thousands years, that each species and peoples evolve at their own pace, and then more evolved humans kill and/or asborb the less evolved. It happened with the colonization of the Americas very clearly. It happened in Australia... it happened even in Europe.

On the other hand, it doesn't always go like this, because the Barbarians destroyed the Roman empire, but they were less evolved. So it's not like people have to be more evolved, but just stronger, as a consequence of either evolution or even quantity and attitude.

In simple terms, a doctor is more evolved than a plumber, by all points of view. But the plumber in a given situation might beat the doctor up and survive. Are the Chinese more evolved than the Europeans? Definitely not. But they might take over the Europeans, out of despair, quantity... so it's not always the more evolved who win and survive, because evolution might even make you weaker and prone to extinction.

But then we could say it's not evolution. We could argue that an individual or a society incapable of defending itself is not evolved, regardless of how civilized it is. We could argue that evolution is not a synonym of civilization as it is usually intended.

The neighbours got me thinking, simply by slamming their door several times a day. I am polite, or at least that is what I call myself (but others have called me a "wimp"), I am civilized... so I don't react to their slamming the door by slamming the door myself, to show them how disturbing it is.

So what happens. I am uncomfortable... they don't give a damn, they win. Uncivilization wins over civilization. Rudeness beats politeness. Insensitivity wins over sensitivity.

Or does it? Maybe not. Maybe in the long run these careless, rude, insensitive people will kill each other off, by getting on each others' nerves, maybe not here in my building but at work, or in traffic.

I don't bother them, they slam the door and bother me. Tomorrow they might bother someone who will react violently to them and cause their extinction.

Maybe in a civilized society my methods and behaviour win in the long run. I grow frustrated but act more rationally and conveniently.

I could have:
1) slammed my door in retaliation
2) rang their bell and started an argument
3) punched the neighbour
4) shot the neighbour
5) set his door on fire
6) ...

Instead I am a wimp - civilized - polite person and I did none of the above.

Or maybe I am too sensitive for the time I am living in, and therefore I will become extinct... really hard call. I don't know. Besides this problem has many other implications: not just my life and death, but having children, and it also depends on whether my children turned out to be polite as I am, which is not a given.

Maybe I will now get out of my house and for once I will slam my door, which is ridiculous and stupid, but I just want to put myself in my neighbours' shoes for once and experience what they experience when they slam the door. Maybe after this I will hate them less. Or maybe they'll hear it, it will bother them, and they'll stop slamming theirs. Or maybe they're so stupid that they'll ring at my door and ask me to stop slamming my door. In which case I have my shotgun ready for them.

 

[Yamato]

planet of the apes

After all my research on human evolution I eventually had to watch again this awesome movie:
http://www.letmewatchthis.com/watch-26579-Planet-of-the-Apes

http://www.script-o-rama.com/movie_scripts/p/planet-of-the-apes-script-heston.html

Dr.Zaius: "Then answer me that: If man was superior, why didn't he survive?"

I guess "survival of the fittest" means exactly "fittest to survive", not necessarily "superior". Another movie about this is "idiocracy".

All right. It was so good that I am now watching the sequel to it:
http://www.letmewatchthis.com/watch-4904-Beneath-the-Planet-of-the-Apes

 

[Yamato]

the human family tree

Tomorrow I'll watch this:

http://en.wikipedia.org/wiki/Recent_African_origin_of_modern_humans
http://en.wikipedia.org/wiki/File:Migration_map4.png
http://en.wikipedia.org/wiki/Human_Y-chromosome_DNA_haplogroups
http://en.wikipedia.org/wiki/Genealogical_DNA_test
http://en.wikipedia.org/wiki/Spencer_Wells

Same guy who did this awesome documentary (I've commented on it a few weeks ago):

History of humans all here basically, all summed up (we were hunters-gatherers until 10k years ago and some tribes still are today):
http://en.wikipedia.org/wiki/Hunter-gatherer

They correctly called this series of videos, "Living Museum":

 

[Yamato]

drinking beer at work

Here I am, back at work.

Drinking beer during lunch break.

Everything is under control, as usual.

Under control because I am constantly worried about keeping everything under control, even when others are relaxing.

I am in leaving in less than 3 weeks for a short vacation of 2 weeks.

My trading will be under control, for everything except my capital. That is one thing that has never been under control.

Technology-wise, I have everything under control. The systems are all figured out 100%, no bugs in excel, server running 24/7, with my systems running on it.

The problem is that I am the one who's not under control, and every once in a while I'll place a discretionary trade that will make me risk financial ruin.

Now that everything is running on a remote server, overseas, I feel I will be able to control myself better, and even forget about those systems running. Hopefully not forget about them so much that I also forget to restart them once a day.

Actually twice a day, because there's the famous IB New York restart, which sometimes causes my excel workbook to freeze, so I am better off turning them off at 16.00 CST and turning them back on at 00.00 CST.

I am tired, psychologically. I tired myself. I needed a break, but the break won't really help a lot because when I'll come back it'll be twice as hard to start everything all over again. It's like they say it is for computers. It's best to keep them on all the time, rather than restart them once a day. They last longer if you don't restart them. The same for me. I feel I should either be on vacation, continuously, or at work continuously. Even weekends disrupt my work schedule. I would rather work 4 hours per day every day of the week.

When I'll come back from my vacation, after having spent too much money for what I can afford, I will work on creating another 20 systems, those on AUD, CHF, CAD and NG. By then my systems will be really light, because of the changes I've been implementing in the last few days: a more efficient moving average, gotten rid of useless formulas on ON sheet, and some other ways to speed up my excel workbook.

By early June, I'll create another 20 systems, and by early or mid July I'll have implemented them on excel, automating them. With 60 systems, I still will not be safe in terms of drawdown, because the 13 markets I'll trade are very correlated: 6 currencies, 2 energies, 1 metal, 2 stock indexes, 2 interest rates. The 6 currencies all go up together, also going up together with energies, metal and stock indexes. The 2 interest rates go the other way. Still: they're all correlated (directly or inversely).

My drawdown is always what I can make each month. If I use such a leverage that I can make 50%, I will also risk losing 50%, and so on. Except that I'll make 50% 11 months out of 12. But when I'll lose 50%, I won't be ready to take it.

What I would really need is expand into 50 markets or more, like Larry Hite. And change the timeframes of my systems. But for all this I first need to quit my job, and then need to hire someone, like my cousin, who will help me program all this stuff. I don't have the energy to do all this on excel. I wonder if I'll ever get to this point of hiring my cousin and building over 100 systems on different timeframes and markets. For now my quantity is enough and I can't focus on quantity any more or I won't be able to handle it. Until I'll quit my job and hire my cousin, I will have to focus on quality or my programming and money management, like I've been doing in the past few months already. I can bring my quantity up to 60, before everything will start going wrong because there's too much to keep under control.

 

[Adamus]

Re: moving average on excel - part 2

More about this function here (the folks on ET helped me more than you guys):
http://www.elitetrader.com/vb/showthread.php?s=&postid=2816034#post2816034

This little thing is a beauty. It can be used on anything you want: temperatures, rain... anything on the internet that gets updated: View attachment 81578.

Sorry couldn't help you on that. If it was Easy Language or NinjaScript, I'd be able to do something.

Actually I wanted to ask why you still use VBA when you have TradeStation?

 

[Yamato]

Because excel in my opinion is much more flexible than tradestation, and it would be quite complex to have Tradestation interact with IB's TWS. I know there's programs that do it, but they are not flexible and they require much more cpu. Automating my systems on excel was harder, but now I have an advantage I should not forego.

 

[Adamus]

Just found this which might be good for your risk management:

http://www.seykota.com/tribe/risk/index.htm


Looks like he's doing fixed fractional money management without resorting to formulae.

 

[Yamato]

Looks good, thanks. I'll have to read it carefully. It looks simple and to the point, exactly the way I like things. No unnecessary academic bull****.

 

[Yamato]

Still watching this series on human evolution:

It's unbelievable to me to think that anatomically, biologically, we're just the same as all these humans living in amazonic, tasmanian tribes... the only difference is all in our cultural evolution. Our brains are no different, nor are our bodies, potentially I mean. Of course, if you are born and raised your whole life in one of these tribes, your potential won't be as good as if you're taken from birth from those tribes and raised in europe. "Living museums" as they called them in that other youtube video, which I posted yesterday.

Just like these monkies next door, they're a living museum as well. Yelling and screaming about a soccer game. I wish I never had to have these scumbags as neighbours. I will definitely not say hi first when I meet them in the stairs next time. I wish I could have some vegetarians as neighbours. Why do I have to be surrounded by rude monkies wherever I go?

 

[Yamato]

not too funny, but pleasant

 

[Yamato]

I enjoy the freedom of writing whatever I want here. I have the "disallow ignored user posting" option on, so I don't have to worry about stupid sarcasm from some users. This forum is just great, with all its settings, allowing me to easily post pictures, videos, files. It works perfectly, and I'll keep on writing here for a long time.

The only few things I have to worry about is to not exceed the 5 daily posts, because I don't want to appear on the 10 posters list. I want to stay unknown.

I hope this journal will witness my quitting my job, and moving to the island, by the sea. As I said, that day is approaching. The systems are profitable, the technology is very high, because I now use a server overseas, every technical detail has been worked out. There will be no down days, the systems will never be down, and I won't even need to keep any computers turned on at home.

The only problem left, which has been keeping me from success for all these years, seems to be capital and my rushing to get it. It makes me neglect money management, which essentially means slowing down. I can't both rush to make money and slow down. In this sense the server came in handy, because if the systems are running overseas, first I am less able practically to interfere, and second I mentally am more detached and more prone to forget they exist. That's really the only way to do this: build them, run them and forget about them.

Right now I am having them run like this:

1) Reversing allowed and reversible systems running
2) Best time zones enforced for all systems except the very best ones (for most systems, no trading in 5 out of the 10 time zones)
3) Disabled trading by systems with big drawdowns (CL, GC)
4) Disabled systems with lower performance

It should bring me at the very least 1000 dollars every month and no down months. This would be enough to even quit my job, but of course I won't do it. I'll wait and, with a little more capital I will change the above settings in this order:

1) Reversible systems will keep on trading just the same
2) Allow trading by systems with lower performances
3) Allow trading by systems with larger drawdowns (but those systems are good)
2) Allow all time zones to trade

 

[Yamato]

DST, Daylight saving time problems

http://en.wikipedia.org/wiki/Daylight_saving_time
http://en.wikipedia.org/wiki/Daylight_saving_time_in_the_United_States#2007_to_the_present
http://www.inrim.it/res/tf/ora_legale_i.shtml

Was having some problems during three weeks per year because I'm trading the GBL (CET) but using US time for all other futures (CST). Now have fixed them like this:



I've fixed it like this. Say I want a system to be started at 9.00 CST, because that's 16.00 CET at the EUREX (Central European Time). With daylight savings time changes (earlier in US than Europe, and viceversa in the Fall), for 3 weeks every year I will be screwed, because the US Central Standard Time will be behind not 7 but only 6 hours, since it will move one hour ahead two weeks early and it will subtract that hour again one week later, according to this schedule:

Sunday, March 14, 2010 USA starts DST
Sunday, March 28, 2010 EU starts DST
Sunday, October 31, 2010 EU ends DST
Sunday, November 07, 2010 USA ends DST
Sunday, March 13, 2011 USA...
Sunday, March 27, 2011 EU
Sunday, October 30, 2011 EU
Sunday, November 06, 2011 USA

So for those 3 weeks, it will have one extra hour (the sun will set one hour later), and CST will be one less hour behind CET. So, according to this simplifying drawing:



I will want to detect those 3 mother ****ing weeks, where CET is first behind 2 weeks in implementing DST (mother ****ers), and then early one week in cancelling DST.

I do so by detecting those 3 weeks with this function, which relies on the next discrepancy dates, and when both are TRUE, I multiply that TRUE value by 1, thereby getting a result of 1:
=AND(TODAY()>A39,TODAY()<A40)*1

That result of "1" then gets used by the ThisWorkbook Private Sub Workbook_Open() macro, like this:
Application.OnTime TimeValue("09:00:00") + TimeValue("01:00:00") * s.Cells(36, 2), "gbl.open_GBL_ID"

If the value is a "1", one extra hour gets added and the GBL_ID gets opened at CST 10.00, which is actually the same CET of 16.00, because in those 3 weeks Europe is only 6 hours ahead. If the value is a zero because we're not between the mother ****ing discrepancy dates, and we get a FALSE times "1", which returns a zero, then no extra hour is added to CST and the resulting time will still be 16.00, because we won't be six but seven hours ahead.

Thanks US and EUROPEANS mother ****ing politicians for giving me this headache by not agreeing on just one DST schedule.

On top of all this, I also added an alarm which will alert me when I can set the next discrepancy dates (after the last discrepancy is over).



As if this weren't enough of a headache, at work, I have to help everyone with their excel headaches, and even got told that I have to hurry (the boss basically told me that now instead of having one priority, I have 2 priorities, out of 2 things I am doing), while everyone else goes about the coffee breaks business as usual, with carefree spirit and laughters and all that... everyone is relaxed except me because I refuse to be careless, so I get burdened with everyone's work. But one day I will say "buffer overload" and they'll be in trouble. I am close to being overloaded.

Luckily I am on a part-time schedule, so they can try to squeeze me as much as they want, but at 4 PM at the latest I take off.

No ****!!!

Maybe I got it all wrong, after all this talking and thanks to the post I am realizing it.

If it's 00 CST, then usually it is 7 AM. If it is 01 CST, then it is 8 AM CET and my GBL systems need to be started. Now DST for sure advances clocks by one hour.

Now. If DST starts earlier in US, CST will advance by one hour before us (by 2 weeks) and will stay advanced for one week longer.

During those 3 weeks, I will wake up and see my CST computer (I use CST despite being in Europe) time not at 0 any more but at 1 AM, when I wake up at 7 AM. Now the GBL won't start for another hour, so it will start at 2 AM CST. On this I have no doubts.

Now, if I want in those 3 mother ****ing weeks my GBL to start at the right time, I want its CST schedule to say "start GBL at 2 AM", so that is... yes, one hour more. It is so goddamn confusing.

So it is correct but I explained it all wrong in the drawing above, because I am never concerned with the CET vs CST time, but just concerned when, in CST, my GBL systems have to be started, and in the three goddamn weeks, the GBL needs to be started one CST hour later.

So, I was right but my drawing is wrong and misleading and I will now draw and post another one.

No wait... the drawing represents correctly the CST vs CET differences so I should just add what difference it makes in my trading.

I've got some goddamn xanax left over in my brain, I can't be this stupid...

Ok, the drawing was confusing, whether it was right or wrong, so the final drawing is just this, once and for all:

 

[Yamato]

Still watching these great videos:

"One giant family reunion..."

I liked it, except for the narrator's accent, which pisses me off. He keeps on saying "may-shell" instead of "michelle". He sounds a lot like Vin Diesel.

 

[Yamato]

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